Soc. Generale Call 30 DAL 21.03.2025
/ DE000SU0WHU0
Soc. Generale Call 30 DAL 21.03.2.../ DE000SU0WHU0 /
| 15/08/2024 10:08:44 |
Chg.-0.090 |
Bid20:35:44 |
Ask20:35:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-8.91% |
1.080
Bid Size: 100,000 |
1.090
Ask Size: 100,000 |
Delta Air Lines Inc |
30.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
SU0WHU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
18/10/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
0.79 |
| Time value: |
0.17 |
| Break-even: |
36.84 |
| Moneyness: |
1.29 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.08 |
| Rho: |
0.12 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.68% |
| 1 Month |
|
|
-29.77% |
| 3 Months |
|
|
-59.29% |
| YTD |
|
|
-26.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
1.010 |
| 1M High / 1M Low: |
1.560 |
0.890 |
| 6M High / 6M Low: |
2.320 |
0.890 |
| High (YTD): |
13/05/2024 |
2.320 |
| Low (YTD): |
07/08/2024 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.679 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.12% |
| Volatility 6M: |
|
74.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
